A star-shaped poly(ε-caprolactone)-b-poly(dimethylaminoethyl methacrylate) copolymer (S-PCL-PDMAEMA) was synthesized and applied to co-deliver pDNA and doxorubicin (DOX) into cancer cells. A linear-shaped L-PCL-PDMAEMA was prepared for comparison. A star-shaped PCL homopolymer (S-PCL) was synthesized through a ring-opening reaction of ε-caprolactone with pentaerythritol, followed by brominating the end hydroxyl groups of S-PCL to yield S-PCL-Br. The S-PCL-PDMAEMA was obtained via atom transfer radical polymerization using DMAEMA as a monomer and S-PCL-Br as a macroinitiator. Similar numbers of repeating units of PCL and PDMAEMA were controlled for L-PCL-PDMAEMA and S-PCL-PDMAEMA. The star-shaped copolymer formed uniform nano-sized micelles in water with lower cytotoxicity than the linear one and PDMAEMA. The L-PCL-PDMAEMA and S-PCL-PDMAEMA effectively formed polyplexes with pDNA at a low N/P ratio. The DOX-loaded S-PCL-PDMAEMA micelles showed a better cell-killing effect than the DOX-loaded L-PCL-PDMAEMA in four cell lines. The co-delivery of DOX and pDNA was confirmed using a confocal laser scanning microscope. The S-PCL-PDMAEMA delivered the drugs into the nuclei of U87 cells for 3 h of incubation but the L-PCL-PDMAEMA accumulated most of them in the cytoplasm. This result demonstrated the cationic S-PCL-PDMAEMA micelles are a promising co-delivery system for therapeutic pDNA and hydrophobic anticancer drugs.